{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "application/javascript": [
       "IPython.OutputArea.prototype._should_scroll = function(lines) {\n",
       "    return false;\n",
       "}"
      ],
      "text/plain": [
       "<IPython.core.display.Javascript object>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "%%javascript\n",
    "IPython.OutputArea.prototype._should_scroll = function(lines) {\n",
    "    return false;\n",
    "}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Populating the interactive namespace from numpy and matplotlib\n"
     ]
    }
   ],
   "source": [
    "import pandas as pd\n",
    "from utils import *\n",
    "%pylab inline --no-import-all"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "filters_names = ['~opentop2-speedup1-~speedup2-~jump2-foot0-~small_capq-minute-2','~opentop2-speedup1-~speedup2-~jump2-foot0-~small_capq-~minute-2']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "filter1 = getFilter(filters_names[0],True)\n",
    "filter2 = getFilter(filters_names[1],True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "filter1 = yz1 & jump2 & ~opentop2 & foot2 & minute & ~isnew & recent(2,data_df) & small_capq"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "            mean  count\n",
      "recent                 \n",
      "2.0     1.020187     31\n",
      "0.645161290323 31 1.02018693095\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/usr/local/lib/python2.7/site-packages/ipykernel/__main__.py:1: UserWarning: Boolean Series key will be reindexed to match DataFrame index.\n",
      "  if __name__ == '__main__':\n"
     ]
    }
   ],
   "source": [
    "valid_df = data_df[filter1]\n",
    "valid_df = valid_df.sort_values(\"minute\")\n",
    "valid_df = valid_df.groupby(\"date\").first()\n",
    "result(valid_df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "            mean  count\n",
      "recent                 \n",
      "2.0     1.001718     12\n",
      "0.416666666667 12 1.0017178778\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/usr/local/lib/python2.7/site-packages/ipykernel/__main__.py:1: UserWarning: Boolean Series key will be reindexed to match DataFrame index.\n",
      "  if __name__ == '__main__':\n"
     ]
    }
   ],
   "source": [
    "valid_df = data_df[filter2]\n",
    "valid_df = valid_df.sort_values(\"minute\")\n",
    "valid_df = valid_df.groupby(\"date\").first()\n",
    "result(valid_df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 96,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/sgcy/anaconda/lib/python2.7/site-packages/ipykernel/__main__.py:2: FutureWarning: sort(....) is deprecated, use sort_index(.....)\n",
      "  from ipykernel import kernelapp as app\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>change</th>\n",
       "      <th>stock</th>\n",
       "      <th>close0</th>\n",
       "      <th>high0</th>\n",
       "      <th>high_limit0</th>\n",
       "      <th>low0</th>\n",
       "      <th>open0</th>\n",
       "      <th>volume0</th>\n",
       "      <th>day0</th>\n",
       "      <th>close1</th>\n",
       "      <th>...</th>\n",
       "      <th>high3</th>\n",
       "      <th>high_limit3</th>\n",
       "      <th>low3</th>\n",
       "      <th>open3</th>\n",
       "      <th>volume3</th>\n",
       "      <th>day3</th>\n",
       "      <th>recent</th>\n",
       "      <th>minute_low</th>\n",
       "      <th>minute_volume</th>\n",
       "      <th>minute</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2007-04-17 00:00:00</th>\n",
       "      <td>2.421053</td>\n",
       "      <td>000732.XSHE</td>\n",
       "      <td>3.10</td>\n",
       "      <td>3.10</td>\n",
       "      <td>3.10</td>\n",
       "      <td>3.00</td>\n",
       "      <td>3.10</td>\n",
       "      <td>16760311.0</td>\n",
       "      <td>66.0</td>\n",
       "      <td>3.26</td>\n",
       "      <td>...</td>\n",
       "      <td>12.42</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>8.28</td>\n",
       "      <td>8.28</td>\n",
       "      <td>67568960.0</td>\n",
       "      <td>69.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>3.36</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2007-05-15 00:00:00</th>\n",
       "      <td>1.030623</td>\n",
       "      <td>000820.XSHE</td>\n",
       "      <td>8.59</td>\n",
       "      <td>8.59</td>\n",
       "      <td>8.59</td>\n",
       "      <td>8.26</td>\n",
       "      <td>8.59</td>\n",
       "      <td>17536038.0</td>\n",
       "      <td>80.0</td>\n",
       "      <td>9.02</td>\n",
       "      <td>...</td>\n",
       "      <td>9.76</td>\n",
       "      <td>9.940000e+00</td>\n",
       "      <td>9.00</td>\n",
       "      <td>9.76</td>\n",
       "      <td>12565795.0</td>\n",
       "      <td>83.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>9.18</td>\n",
       "      <td>6783000.0</td>\n",
       "      <td>11:02:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2007-05-18 00:00:00</th>\n",
       "      <td>1.209699</td>\n",
       "      <td>600848.XSHG</td>\n",
       "      <td>12.10</td>\n",
       "      <td>12.10</td>\n",
       "      <td>12.10</td>\n",
       "      <td>11.38</td>\n",
       "      <td>12.10</td>\n",
       "      <td>6241057.0</td>\n",
       "      <td>81.0</td>\n",
       "      <td>13.31</td>\n",
       "      <td>...</td>\n",
       "      <td>16.10</td>\n",
       "      <td>1.610000e+01</td>\n",
       "      <td>16.10</td>\n",
       "      <td>16.10</td>\n",
       "      <td>1142958.0</td>\n",
       "      <td>84.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>14.31</td>\n",
       "      <td>748100.0</td>\n",
       "      <td>09:32:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2007-08-15 00:00:00</th>\n",
       "      <td>0.899514</td>\n",
       "      <td>600714.XSHG</td>\n",
       "      <td>11.19</td>\n",
       "      <td>11.19</td>\n",
       "      <td>11.19</td>\n",
       "      <td>10.81</td>\n",
       "      <td>11.19</td>\n",
       "      <td>1879408.0</td>\n",
       "      <td>143.0</td>\n",
       "      <td>11.75</td>\n",
       "      <td>...</td>\n",
       "      <td>11.87</td>\n",
       "      <td>1.187000e+01</td>\n",
       "      <td>10.87</td>\n",
       "      <td>11.10</td>\n",
       "      <td>3307820.0</td>\n",
       "      <td>146.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>12.30</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-04-11 00:00:00</th>\n",
       "      <td>1.049656</td>\n",
       "      <td>000605.XSHE</td>\n",
       "      <td>11.88</td>\n",
       "      <td>11.88</td>\n",
       "      <td>11.88</td>\n",
       "      <td>11.75</td>\n",
       "      <td>11.88</td>\n",
       "      <td>2187882.0</td>\n",
       "      <td>87.0</td>\n",
       "      <td>12.47</td>\n",
       "      <td>...</td>\n",
       "      <td>13.74</td>\n",
       "      <td>1.374000e+01</td>\n",
       "      <td>13.20</td>\n",
       "      <td>13.74</td>\n",
       "      <td>3331797.0</td>\n",
       "      <td>90.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>12.86</td>\n",
       "      <td>192600.0</td>\n",
       "      <td>09:34:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-05-06 00:00:00</th>\n",
       "      <td>1.042403</td>\n",
       "      <td>600076.XSHG</td>\n",
       "      <td>5.13</td>\n",
       "      <td>5.13</td>\n",
       "      <td>5.13</td>\n",
       "      <td>5.01</td>\n",
       "      <td>5.13</td>\n",
       "      <td>1479603.0</td>\n",
       "      <td>311.0</td>\n",
       "      <td>5.39</td>\n",
       "      <td>...</td>\n",
       "      <td>5.94</td>\n",
       "      <td>5.940000e+00</td>\n",
       "      <td>5.81</td>\n",
       "      <td>5.90</td>\n",
       "      <td>1153644.0</td>\n",
       "      <td>314.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.48</td>\n",
       "      <td>996260.0</td>\n",
       "      <td>09:42:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-12-05 00:00:00</th>\n",
       "      <td>1.044510</td>\n",
       "      <td>600679.XSHG</td>\n",
       "      <td>5.57</td>\n",
       "      <td>5.57</td>\n",
       "      <td>5.57</td>\n",
       "      <td>5.20</td>\n",
       "      <td>5.57</td>\n",
       "      <td>11556469.0</td>\n",
       "      <td>464.0</td>\n",
       "      <td>6.13</td>\n",
       "      <td>...</td>\n",
       "      <td>7.40</td>\n",
       "      <td>7.410000e+00</td>\n",
       "      <td>6.62</td>\n",
       "      <td>7.04</td>\n",
       "      <td>15893110.0</td>\n",
       "      <td>467.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>6.43</td>\n",
       "      <td>1814205.0</td>\n",
       "      <td>09:34:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2009-07-13 00:00:00</th>\n",
       "      <td>1.019376</td>\n",
       "      <td>600773.XSHG</td>\n",
       "      <td>8.43</td>\n",
       "      <td>8.43</td>\n",
       "      <td>8.43</td>\n",
       "      <td>8.28</td>\n",
       "      <td>8.43</td>\n",
       "      <td>3833606.0</td>\n",
       "      <td>490.0</td>\n",
       "      <td>8.85</td>\n",
       "      <td>...</td>\n",
       "      <td>9.50</td>\n",
       "      <td>9.750000e+00</td>\n",
       "      <td>8.83</td>\n",
       "      <td>9.47</td>\n",
       "      <td>13681900.0</td>\n",
       "      <td>493.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>9.18</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2009-12-10 00:00:00</th>\n",
       "      <td>1.050505</td>\n",
       "      <td>000722.XSHE</td>\n",
       "      <td>8.98</td>\n",
       "      <td>8.98</td>\n",
       "      <td>8.98</td>\n",
       "      <td>8.70</td>\n",
       "      <td>8.98</td>\n",
       "      <td>30663308.0</td>\n",
       "      <td>606.0</td>\n",
       "      <td>9.43</td>\n",
       "      <td>...</td>\n",
       "      <td>10.40</td>\n",
       "      <td>1.040000e+01</td>\n",
       "      <td>9.53</td>\n",
       "      <td>10.40</td>\n",
       "      <td>35526280.0</td>\n",
       "      <td>609.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>9.80</td>\n",
       "      <td>656300.0</td>\n",
       "      <td>10:31:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-11-03 00:00:00</th>\n",
       "      <td>0.934515</td>\n",
       "      <td>000408.XSHE</td>\n",
       "      <td>11.77</td>\n",
       "      <td>11.77</td>\n",
       "      <td>11.77</td>\n",
       "      <td>11.51</td>\n",
       "      <td>11.77</td>\n",
       "      <td>21870340.0</td>\n",
       "      <td>710.0</td>\n",
       "      <td>12.36</td>\n",
       "      <td>...</td>\n",
       "      <td>12.75</td>\n",
       "      <td>1.275000e+01</td>\n",
       "      <td>12.11</td>\n",
       "      <td>12.13</td>\n",
       "      <td>19315256.0</td>\n",
       "      <td>713.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>12.88</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-11-08 00:00:00</th>\n",
       "      <td>0.979107</td>\n",
       "      <td>600444.XSHG</td>\n",
       "      <td>12.59</td>\n",
       "      <td>12.59</td>\n",
       "      <td>12.59</td>\n",
       "      <td>12.31</td>\n",
       "      <td>12.59</td>\n",
       "      <td>6912837.0</td>\n",
       "      <td>911.0</td>\n",
       "      <td>13.22</td>\n",
       "      <td>...</td>\n",
       "      <td>13.86</td>\n",
       "      <td>1.404000e+01</td>\n",
       "      <td>13.30</td>\n",
       "      <td>13.59</td>\n",
       "      <td>2498860.0</td>\n",
       "      <td>914.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>13.47</td>\n",
       "      <td>860758.0</td>\n",
       "      <td>09:43:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2012-05-25 00:00:00</th>\n",
       "      <td>1.064877</td>\n",
       "      <td>000663.XSHE</td>\n",
       "      <td>7.39</td>\n",
       "      <td>7.39</td>\n",
       "      <td>7.39</td>\n",
       "      <td>7.35</td>\n",
       "      <td>7.39</td>\n",
       "      <td>18121074.0</td>\n",
       "      <td>85.0</td>\n",
       "      <td>8.13</td>\n",
       "      <td>...</td>\n",
       "      <td>9.83</td>\n",
       "      <td>9.830000e+00</td>\n",
       "      <td>9.05</td>\n",
       "      <td>9.52</td>\n",
       "      <td>32385808.0</td>\n",
       "      <td>88.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.31</td>\n",
       "      <td>6970900.0</td>\n",
       "      <td>09:36:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-08-21 00:00:00</th>\n",
       "      <td>1.047170</td>\n",
       "      <td>000594.XSHE</td>\n",
       "      <td>1.92</td>\n",
       "      <td>1.92</td>\n",
       "      <td>1.92</td>\n",
       "      <td>1.87</td>\n",
       "      <td>1.92</td>\n",
       "      <td>22999884.0</td>\n",
       "      <td>359.0</td>\n",
       "      <td>2.02</td>\n",
       "      <td>...</td>\n",
       "      <td>2.23</td>\n",
       "      <td>2.230000e+00</td>\n",
       "      <td>2.20</td>\n",
       "      <td>2.22</td>\n",
       "      <td>22045830.0</td>\n",
       "      <td>362.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>2.07</td>\n",
       "      <td>9400400.0</td>\n",
       "      <td>09:34:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-09-10 00:00:00</th>\n",
       "      <td>1.100511</td>\n",
       "      <td>600247.XSHG</td>\n",
       "      <td>5.32</td>\n",
       "      <td>5.32</td>\n",
       "      <td>5.32</td>\n",
       "      <td>5.11</td>\n",
       "      <td>5.32</td>\n",
       "      <td>35289756.0</td>\n",
       "      <td>484.0</td>\n",
       "      <td>5.59</td>\n",
       "      <td>...</td>\n",
       "      <td>6.16</td>\n",
       "      <td>6.160000e+00</td>\n",
       "      <td>6.16</td>\n",
       "      <td>6.16</td>\n",
       "      <td>904181.0</td>\n",
       "      <td>487.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.85</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-11-27 00:00:00</th>\n",
       "      <td>1.074219</td>\n",
       "      <td>002203.XSHE</td>\n",
       "      <td>8.46</td>\n",
       "      <td>8.46</td>\n",
       "      <td>8.46</td>\n",
       "      <td>7.97</td>\n",
       "      <td>8.46</td>\n",
       "      <td>86108296.0</td>\n",
       "      <td>631.0</td>\n",
       "      <td>9.31</td>\n",
       "      <td>...</td>\n",
       "      <td>11.26</td>\n",
       "      <td>1.126000e+01</td>\n",
       "      <td>10.27</td>\n",
       "      <td>11.00</td>\n",
       "      <td>105425048.0</td>\n",
       "      <td>634.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>9.58</td>\n",
       "      <td>25796995.0</td>\n",
       "      <td>09:45:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-05 00:00:00</th>\n",
       "      <td>1.099284</td>\n",
       "      <td>000723.XSHE</td>\n",
       "      <td>18.48</td>\n",
       "      <td>18.48</td>\n",
       "      <td>18.48</td>\n",
       "      <td>17.62</td>\n",
       "      <td>18.48</td>\n",
       "      <td>11273893.0</td>\n",
       "      <td>738.0</td>\n",
       "      <td>20.33</td>\n",
       "      <td>...</td>\n",
       "      <td>24.58</td>\n",
       "      <td>2.460000e+01</td>\n",
       "      <td>21.56</td>\n",
       "      <td>24.58</td>\n",
       "      <td>42135784.0</td>\n",
       "      <td>741.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>21.17</td>\n",
       "      <td>5504700.0</td>\n",
       "      <td>09:38:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-11 00:00:00</th>\n",
       "      <td>1.102240</td>\n",
       "      <td>600710.XSHG</td>\n",
       "      <td>9.31</td>\n",
       "      <td>9.31</td>\n",
       "      <td>9.31</td>\n",
       "      <td>8.87</td>\n",
       "      <td>9.31</td>\n",
       "      <td>67029192.0</td>\n",
       "      <td>828.0</td>\n",
       "      <td>9.78</td>\n",
       "      <td>...</td>\n",
       "      <td>10.78</td>\n",
       "      <td>1.078000e+01</td>\n",
       "      <td>10.78</td>\n",
       "      <td>10.78</td>\n",
       "      <td>4481337.0</td>\n",
       "      <td>831.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>10.09</td>\n",
       "      <td>2450000.0</td>\n",
       "      <td>09:32:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-07-17 00:00:00</th>\n",
       "      <td>1.040984</td>\n",
       "      <td>600057.XSHG</td>\n",
       "      <td>10.08</td>\n",
       "      <td>10.08</td>\n",
       "      <td>10.08</td>\n",
       "      <td>9.72</td>\n",
       "      <td>10.08</td>\n",
       "      <td>61766304.0</td>\n",
       "      <td>816.0</td>\n",
       "      <td>11.09</td>\n",
       "      <td>...</td>\n",
       "      <td>13.42</td>\n",
       "      <td>1.342000e+01</td>\n",
       "      <td>12.32</td>\n",
       "      <td>12.70</td>\n",
       "      <td>53037060.0</td>\n",
       "      <td>819.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>11.01</td>\n",
       "      <td>27019800.0</td>\n",
       "      <td>10:55:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-11-09 00:00:00</th>\n",
       "      <td>1.031925</td>\n",
       "      <td>603997.XSHG</td>\n",
       "      <td>25.63</td>\n",
       "      <td>25.63</td>\n",
       "      <td>25.63</td>\n",
       "      <td>25.40</td>\n",
       "      <td>25.63</td>\n",
       "      <td>7715405.0</td>\n",
       "      <td>168.0</td>\n",
       "      <td>28.19</td>\n",
       "      <td>...</td>\n",
       "      <td>33.33</td>\n",
       "      <td>3.411000e+01</td>\n",
       "      <td>29.73</td>\n",
       "      <td>32.00</td>\n",
       "      <td>31345344.0</td>\n",
       "      <td>171.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>29.67</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-11-11 00:00:00</th>\n",
       "      <td>1.057747</td>\n",
       "      <td>000892.XSHE</td>\n",
       "      <td>15.87</td>\n",
       "      <td>15.87</td>\n",
       "      <td>15.87</td>\n",
       "      <td>15.32</td>\n",
       "      <td>15.87</td>\n",
       "      <td>8833080.0</td>\n",
       "      <td>650.0</td>\n",
       "      <td>16.66</td>\n",
       "      <td>...</td>\n",
       "      <td>18.36</td>\n",
       "      <td>1.836000e+01</td>\n",
       "      <td>18.36</td>\n",
       "      <td>18.36</td>\n",
       "      <td>1406974.0</td>\n",
       "      <td>653.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>17.40</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-11-18 00:00:00</th>\n",
       "      <td>1.044836</td>\n",
       "      <td>000403.XSHE</td>\n",
       "      <td>22.66</td>\n",
       "      <td>22.66</td>\n",
       "      <td>22.66</td>\n",
       "      <td>20.50</td>\n",
       "      <td>22.66</td>\n",
       "      <td>39548296.0</td>\n",
       "      <td>454.0</td>\n",
       "      <td>23.79</td>\n",
       "      <td>...</td>\n",
       "      <td>26.10</td>\n",
       "      <td>2.623000e+01</td>\n",
       "      <td>24.00</td>\n",
       "      <td>26.10</td>\n",
       "      <td>19439910.0</td>\n",
       "      <td>457.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>24.20</td>\n",
       "      <td>4221200.0</td>\n",
       "      <td>09:36:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-01-29 00:00:00</th>\n",
       "      <td>1.102339</td>\n",
       "      <td>000677.XSHE</td>\n",
       "      <td>6.20</td>\n",
       "      <td>6.20</td>\n",
       "      <td>6.20</td>\n",
       "      <td>5.80</td>\n",
       "      <td>6.20</td>\n",
       "      <td>43197560.0</td>\n",
       "      <td>525.0</td>\n",
       "      <td>6.51</td>\n",
       "      <td>...</td>\n",
       "      <td>7.18</td>\n",
       "      <td>7.180000e+00</td>\n",
       "      <td>7.18</td>\n",
       "      <td>7.18</td>\n",
       "      <td>1120544.0</td>\n",
       "      <td>528.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>6.79</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-11-03 00:00:00</th>\n",
       "      <td>0.885167</td>\n",
       "      <td>300044.XSHE</td>\n",
       "      <td>17.27</td>\n",
       "      <td>17.27</td>\n",
       "      <td>17.27</td>\n",
       "      <td>16.60</td>\n",
       "      <td>17.27</td>\n",
       "      <td>45175626.0</td>\n",
       "      <td>984.0</td>\n",
       "      <td>19.00</td>\n",
       "      <td>...</td>\n",
       "      <td>19.10</td>\n",
       "      <td>2.026000e+01</td>\n",
       "      <td>18.18</td>\n",
       "      <td>18.50</td>\n",
       "      <td>38671186.0</td>\n",
       "      <td>987.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>19.82</td>\n",
       "      <td>9431400.0</td>\n",
       "      <td>09:35:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-04-11 00:00:00</th>\n",
       "      <td>1.053381</td>\n",
       "      <td>002146.XSHE</td>\n",
       "      <td>11.61</td>\n",
       "      <td>11.61</td>\n",
       "      <td>11.61</td>\n",
       "      <td>11.60</td>\n",
       "      <td>11.61</td>\n",
       "      <td>276930518.0</td>\n",
       "      <td>1245.0</td>\n",
       "      <td>12.77</td>\n",
       "      <td>...</td>\n",
       "      <td>15.46</td>\n",
       "      <td>1.546000e+01</td>\n",
       "      <td>13.65</td>\n",
       "      <td>14.80</td>\n",
       "      <td>515089753.0</td>\n",
       "      <td>1248.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>13.83</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>24 rows × 34 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                       change        stock  close0  high0  high_limit0   low0  \\\n",
       "date                                                                            \n",
       "2007-04-17 00:00:00  2.421053  000732.XSHE    3.10   3.10         3.10   3.00   \n",
       "2007-05-15 00:00:00  1.030623  000820.XSHE    8.59   8.59         8.59   8.26   \n",
       "2007-05-18 00:00:00  1.209699  600848.XSHG   12.10  12.10        12.10  11.38   \n",
       "2007-08-15 00:00:00  0.899514  600714.XSHG   11.19  11.19        11.19  10.81   \n",
       "2008-04-11 00:00:00  1.049656  000605.XSHE   11.88  11.88        11.88  11.75   \n",
       "2008-05-06 00:00:00  1.042403  600076.XSHG    5.13   5.13         5.13   5.01   \n",
       "2008-12-05 00:00:00  1.044510  600679.XSHG    5.57   5.57         5.57   5.20   \n",
       "2009-07-13 00:00:00  1.019376  600773.XSHG    8.43   8.43         8.43   8.28   \n",
       "2009-12-10 00:00:00  1.050505  000722.XSHE    8.98   8.98         8.98   8.70   \n",
       "2010-11-03 00:00:00  0.934515  000408.XSHE   11.77  11.77        11.77  11.51   \n",
       "2010-11-08 00:00:00  0.979107  600444.XSHG   12.59  12.59        12.59  12.31   \n",
       "2012-05-25 00:00:00  1.064877  000663.XSHE    7.39   7.39         7.39   7.35   \n",
       "2013-08-21 00:00:00  1.047170  000594.XSHE    1.92   1.92         1.92   1.87   \n",
       "2014-09-10 00:00:00  1.100511  600247.XSHG    5.32   5.32         5.32   5.11   \n",
       "2014-11-27 00:00:00  1.074219  002203.XSHE    8.46   8.46         8.46   7.97   \n",
       "2015-06-05 00:00:00  1.099284  000723.XSHE   18.48  18.48        18.48  17.62   \n",
       "2015-06-11 00:00:00  1.102240  600710.XSHG    9.31   9.31         9.31   8.87   \n",
       "2015-07-17 00:00:00  1.040984  600057.XSHG   10.08  10.08        10.08   9.72   \n",
       "2015-11-09 00:00:00  1.031925  603997.XSHG   25.63  25.63        25.63  25.40   \n",
       "2015-11-11 00:00:00  1.057747  000892.XSHE   15.87  15.87        15.87  15.32   \n",
       "2015-11-18 00:00:00  1.044836  000403.XSHE   22.66  22.66        22.66  20.50   \n",
       "2016-01-29 00:00:00  1.102339  000677.XSHE    6.20   6.20         6.20   5.80   \n",
       "2016-11-03 00:00:00  0.885167  300044.XSHE   17.27  17.27        17.27  16.60   \n",
       "2017-04-11 00:00:00  1.053381  002146.XSHE   11.61  11.61        11.61  11.60   \n",
       "\n",
       "                     open0      volume0    day0  close1    ...     high3  \\\n",
       "date                                                       ...             \n",
       "2007-04-17 00:00:00   3.10   16760311.0    66.0    3.26    ...     12.42   \n",
       "2007-05-15 00:00:00   8.59   17536038.0    80.0    9.02    ...      9.76   \n",
       "2007-05-18 00:00:00  12.10    6241057.0    81.0   13.31    ...     16.10   \n",
       "2007-08-15 00:00:00  11.19    1879408.0   143.0   11.75    ...     11.87   \n",
       "2008-04-11 00:00:00  11.88    2187882.0    87.0   12.47    ...     13.74   \n",
       "2008-05-06 00:00:00   5.13    1479603.0   311.0    5.39    ...      5.94   \n",
       "2008-12-05 00:00:00   5.57   11556469.0   464.0    6.13    ...      7.40   \n",
       "2009-07-13 00:00:00   8.43    3833606.0   490.0    8.85    ...      9.50   \n",
       "2009-12-10 00:00:00   8.98   30663308.0   606.0    9.43    ...     10.40   \n",
       "2010-11-03 00:00:00  11.77   21870340.0   710.0   12.36    ...     12.75   \n",
       "2010-11-08 00:00:00  12.59    6912837.0   911.0   13.22    ...     13.86   \n",
       "2012-05-25 00:00:00   7.39   18121074.0    85.0    8.13    ...      9.83   \n",
       "2013-08-21 00:00:00   1.92   22999884.0   359.0    2.02    ...      2.23   \n",
       "2014-09-10 00:00:00   5.32   35289756.0   484.0    5.59    ...      6.16   \n",
       "2014-11-27 00:00:00   8.46   86108296.0   631.0    9.31    ...     11.26   \n",
       "2015-06-05 00:00:00  18.48   11273893.0   738.0   20.33    ...     24.58   \n",
       "2015-06-11 00:00:00   9.31   67029192.0   828.0    9.78    ...     10.78   \n",
       "2015-07-17 00:00:00  10.08   61766304.0   816.0   11.09    ...     13.42   \n",
       "2015-11-09 00:00:00  25.63    7715405.0   168.0   28.19    ...     33.33   \n",
       "2015-11-11 00:00:00  15.87    8833080.0   650.0   16.66    ...     18.36   \n",
       "2015-11-18 00:00:00  22.66   39548296.0   454.0   23.79    ...     26.10   \n",
       "2016-01-29 00:00:00   6.20   43197560.0   525.0    6.51    ...      7.18   \n",
       "2016-11-03 00:00:00  17.27   45175626.0   984.0   19.00    ...     19.10   \n",
       "2017-04-11 00:00:00  11.61  276930518.0  1245.0   12.77    ...     15.46   \n",
       "\n",
       "                      high_limit3   low3  open3      volume3    day3  recent  \\\n",
       "date                                                                           \n",
       "2007-04-17 00:00:00  1.073742e+09   8.28   8.28   67568960.0    69.0     5.0   \n",
       "2007-05-15 00:00:00  9.940000e+00   9.00   9.76   12565795.0    83.0     5.0   \n",
       "2007-05-18 00:00:00  1.610000e+01  16.10  16.10    1142958.0    84.0     5.0   \n",
       "2007-08-15 00:00:00  1.187000e+01  10.87  11.10    3307820.0   146.0     5.0   \n",
       "2008-04-11 00:00:00  1.374000e+01  13.20  13.74    3331797.0    90.0     5.0   \n",
       "2008-05-06 00:00:00  5.940000e+00   5.81   5.90    1153644.0   314.0     5.0   \n",
       "2008-12-05 00:00:00  7.410000e+00   6.62   7.04   15893110.0   467.0     5.0   \n",
       "2009-07-13 00:00:00  9.750000e+00   8.83   9.47   13681900.0   493.0     5.0   \n",
       "2009-12-10 00:00:00  1.040000e+01   9.53  10.40   35526280.0   609.0     5.0   \n",
       "2010-11-03 00:00:00  1.275000e+01  12.11  12.13   19315256.0   713.0     5.0   \n",
       "2010-11-08 00:00:00  1.404000e+01  13.30  13.59    2498860.0   914.0     5.0   \n",
       "2012-05-25 00:00:00  9.830000e+00   9.05   9.52   32385808.0    88.0     5.0   \n",
       "2013-08-21 00:00:00  2.230000e+00   2.20   2.22   22045830.0   362.0     5.0   \n",
       "2014-09-10 00:00:00  6.160000e+00   6.16   6.16     904181.0   487.0     5.0   \n",
       "2014-11-27 00:00:00  1.126000e+01  10.27  11.00  105425048.0   634.0     5.0   \n",
       "2015-06-05 00:00:00  2.460000e+01  21.56  24.58   42135784.0   741.0     5.0   \n",
       "2015-06-11 00:00:00  1.078000e+01  10.78  10.78    4481337.0   831.0     5.0   \n",
       "2015-07-17 00:00:00  1.342000e+01  12.32  12.70   53037060.0   819.0     5.0   \n",
       "2015-11-09 00:00:00  3.411000e+01  29.73  32.00   31345344.0   171.0     5.0   \n",
       "2015-11-11 00:00:00  1.836000e+01  18.36  18.36    1406974.0   653.0     5.0   \n",
       "2015-11-18 00:00:00  2.623000e+01  24.00  26.10   19439910.0   457.0     5.0   \n",
       "2016-01-29 00:00:00  7.180000e+00   7.18   7.18    1120544.0   528.0     5.0   \n",
       "2016-11-03 00:00:00  2.026000e+01  18.18  18.50   38671186.0   987.0     5.0   \n",
       "2017-04-11 00:00:00  1.546000e+01  13.65  14.80  515089753.0  1248.0     5.0   \n",
       "\n",
       "                     minute_low  minute_volume    minute  \n",
       "date                                                      \n",
       "2007-04-17 00:00:00        3.36            0.0  09:30:00  \n",
       "2007-05-15 00:00:00        9.18      6783000.0  11:02:00  \n",
       "2007-05-18 00:00:00       14.31       748100.0  09:32:00  \n",
       "2007-08-15 00:00:00       12.30            0.0  09:30:00  \n",
       "2008-04-11 00:00:00       12.86       192600.0  09:34:00  \n",
       "2008-05-06 00:00:00        5.48       996260.0  09:42:00  \n",
       "2008-12-05 00:00:00        6.43      1814205.0  09:34:00  \n",
       "2009-07-13 00:00:00        9.18            0.0  09:30:00  \n",
       "2009-12-10 00:00:00        9.80       656300.0  10:31:00  \n",
       "2010-11-03 00:00:00       12.88            0.0  09:30:00  \n",
       "2010-11-08 00:00:00       13.47       860758.0  09:43:00  \n",
       "2012-05-25 00:00:00        8.31      6970900.0  09:36:00  \n",
       "2013-08-21 00:00:00        2.07      9400400.0  09:34:00  \n",
       "2014-09-10 00:00:00        5.85            0.0  09:30:00  \n",
       "2014-11-27 00:00:00        9.58     25796995.0  09:45:00  \n",
       "2015-06-05 00:00:00       21.17      5504700.0  09:38:00  \n",
       "2015-06-11 00:00:00       10.09      2450000.0  09:32:00  \n",
       "2015-07-17 00:00:00       11.01     27019800.0  10:55:00  \n",
       "2015-11-09 00:00:00       29.67            0.0  09:30:00  \n",
       "2015-11-11 00:00:00       17.40            0.0  09:30:00  \n",
       "2015-11-18 00:00:00       24.20      4221200.0  09:36:00  \n",
       "2016-01-29 00:00:00        6.79            0.0  09:30:00  \n",
       "2016-11-03 00:00:00       19.82      9431400.0  09:35:00  \n",
       "2017-04-11 00:00:00       13.83            0.0  09:30:00  \n",
       "\n",
       "[24 rows x 34 columns]"
      ]
     },
     "execution_count": 96,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "valid_df = valid_df[valid_df[\"recent\"] == 5.0]\n",
    "valid_df.sort()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 98,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>change</th>\n",
       "      <th>date</th>\n",
       "      <th>stock</th>\n",
       "      <th>close0</th>\n",
       "      <th>high0</th>\n",
       "      <th>high_limit0</th>\n",
       "      <th>low0</th>\n",
       "      <th>open0</th>\n",
       "      <th>volume0</th>\n",
       "      <th>day0</th>\n",
       "      <th>...</th>\n",
       "      <th>high3</th>\n",
       "      <th>high_limit3</th>\n",
       "      <th>low3</th>\n",
       "      <th>open3</th>\n",
       "      <th>volume3</th>\n",
       "      <th>day3</th>\n",
       "      <th>recent</th>\n",
       "      <th>minute_low</th>\n",
       "      <th>minute_volume</th>\n",
       "      <th>minute</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>000017.XSHE_2007-01-26</th>\n",
       "      <td>2.240688</td>\n",
       "      <td>2007-01-26 00:00:00</td>\n",
       "      <td>000017.XSHE</td>\n",
       "      <td>3.16</td>\n",
       "      <td>3.16</td>\n",
       "      <td>3.16</td>\n",
       "      <td>3.16</td>\n",
       "      <td>3.16</td>\n",
       "      <td>441999.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>...</td>\n",
       "      <td>9.20</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>7.30</td>\n",
       "      <td>7.82</td>\n",
       "      <td>57641636.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>2.09</td>\n",
       "      <td>11688044.0</td>\n",
       "      <td>14:16:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000301.XSHE_2007-05-23</th>\n",
       "      <td>1.303681</td>\n",
       "      <td>2007-05-23 00:00:00</td>\n",
       "      <td>000301.XSHE</td>\n",
       "      <td>10.77</td>\n",
       "      <td>10.77</td>\n",
       "      <td>10.77</td>\n",
       "      <td>9.30</td>\n",
       "      <td>9.39</td>\n",
       "      <td>64881300.0</td>\n",
       "      <td>86.0</td>\n",
       "      <td>...</td>\n",
       "      <td>21.99</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>16.50</td>\n",
       "      <td>17.00</td>\n",
       "      <td>119938770.0</td>\n",
       "      <td>89.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>10.41</td>\n",
       "      <td>67518812.0</td>\n",
       "      <td>13:11:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000506.XSHE_2007-04-20</th>\n",
       "      <td>1.936937</td>\n",
       "      <td>2007-04-20 00:00:00</td>\n",
       "      <td>000506.XSHE</td>\n",
       "      <td>4.03</td>\n",
       "      <td>4.03</td>\n",
       "      <td>4.03</td>\n",
       "      <td>3.84</td>\n",
       "      <td>4.03</td>\n",
       "      <td>19499177.0</td>\n",
       "      <td>68.0</td>\n",
       "      <td>...</td>\n",
       "      <td>10.87</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>8.31</td>\n",
       "      <td>8.60</td>\n",
       "      <td>98647264.0</td>\n",
       "      <td>71.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>2.60</td>\n",
       "      <td>9066957.0</td>\n",
       "      <td>09:49:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000540.XSHE_2007-02-12</th>\n",
       "      <td>2.247557</td>\n",
       "      <td>2007-02-12 00:00:00</td>\n",
       "      <td>000540.XSHE</td>\n",
       "      <td>5.57</td>\n",
       "      <td>5.57</td>\n",
       "      <td>5.57</td>\n",
       "      <td>5.51</td>\n",
       "      <td>5.57</td>\n",
       "      <td>5490231.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>...</td>\n",
       "      <td>13.90</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>11.01</td>\n",
       "      <td>13.80</td>\n",
       "      <td>23886525.0</td>\n",
       "      <td>28.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>0.58</td>\n",
       "      <td>21221449.0</td>\n",
       "      <td>10:01:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000582.XSHE_2007-03-16</th>\n",
       "      <td>1.439114</td>\n",
       "      <td>2007-03-16 00:00:00</td>\n",
       "      <td>000582.XSHE</td>\n",
       "      <td>12.29</td>\n",
       "      <td>12.29</td>\n",
       "      <td>12.29</td>\n",
       "      <td>11.80</td>\n",
       "      <td>12.29</td>\n",
       "      <td>1784701.0</td>\n",
       "      <td>42.0</td>\n",
       "      <td>...</td>\n",
       "      <td>19.51</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>15.28</td>\n",
       "      <td>19.50</td>\n",
       "      <td>20282535.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>9.64</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000728.XSHE_2007-03-26</th>\n",
       "      <td>3.742515</td>\n",
       "      <td>2007-03-26 00:00:00</td>\n",
       "      <td>000728.XSHE</td>\n",
       "      <td>12.11</td>\n",
       "      <td>12.11</td>\n",
       "      <td>12.11</td>\n",
       "      <td>12.11</td>\n",
       "      <td>12.11</td>\n",
       "      <td>53491.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>...</td>\n",
       "      <td>50.00</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>45.01</td>\n",
       "      <td>50.00</td>\n",
       "      <td>21586515.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000732.XSHE_2007-04-17</th>\n",
       "      <td>2.421053</td>\n",
       "      <td>2007-04-17 00:00:00</td>\n",
       "      <td>000732.XSHE</td>\n",
       "      <td>3.10</td>\n",
       "      <td>3.10</td>\n",
       "      <td>3.10</td>\n",
       "      <td>3.00</td>\n",
       "      <td>3.10</td>\n",
       "      <td>16760311.0</td>\n",
       "      <td>66.0</td>\n",
       "      <td>...</td>\n",
       "      <td>12.42</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>8.28</td>\n",
       "      <td>8.28</td>\n",
       "      <td>67568960.0</td>\n",
       "      <td>69.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>3.36</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000783.XSHE_2007-02-07</th>\n",
       "      <td>3.722163</td>\n",
       "      <td>2007-02-07 00:00:00</td>\n",
       "      <td>000783.XSHE</td>\n",
       "      <td>8.55</td>\n",
       "      <td>8.55</td>\n",
       "      <td>8.55</td>\n",
       "      <td>8.55</td>\n",
       "      <td>8.55</td>\n",
       "      <td>217800.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>9.90</td>\n",
       "      <td>9.900000e+00</td>\n",
       "      <td>9.90</td>\n",
       "      <td>9.90</td>\n",
       "      <td>407446.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000783.XSHE_2007-02-08</th>\n",
       "      <td>3.545455</td>\n",
       "      <td>2007-02-08 00:00:00</td>\n",
       "      <td>000783.XSHE</td>\n",
       "      <td>8.98</td>\n",
       "      <td>8.98</td>\n",
       "      <td>8.98</td>\n",
       "      <td>8.98</td>\n",
       "      <td>8.98</td>\n",
       "      <td>139051.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>...</td>\n",
       "      <td>42.44</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>35.10</td>\n",
       "      <td>35.10</td>\n",
       "      <td>89135769.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000965.XSHE_2007-05-17</th>\n",
       "      <td>1.313655</td>\n",
       "      <td>2007-05-17 00:00:00</td>\n",
       "      <td>000965.XSHE</td>\n",
       "      <td>17.67</td>\n",
       "      <td>17.67</td>\n",
       "      <td>17.67</td>\n",
       "      <td>17.67</td>\n",
       "      <td>17.67</td>\n",
       "      <td>190480.0</td>\n",
       "      <td>64.0</td>\n",
       "      <td>...</td>\n",
       "      <td>26.00</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>19.45</td>\n",
       "      <td>25.59</td>\n",
       "      <td>13440724.0</td>\n",
       "      <td>67.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>8.55</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000981.XSHE_2009-02-19</th>\n",
       "      <td>2.702703</td>\n",
       "      <td>2009-02-19 00:00:00</td>\n",
       "      <td>000981.XSHE</td>\n",
       "      <td>5.04</td>\n",
       "      <td>5.28</td>\n",
       "      <td>5.57</td>\n",
       "      <td>5.04</td>\n",
       "      <td>5.25</td>\n",
       "      <td>3934189.0</td>\n",
       "      <td>352.0</td>\n",
       "      <td>...</td>\n",
       "      <td>15.30</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>12.95</td>\n",
       "      <td>15.00</td>\n",
       "      <td>26976548.0</td>\n",
       "      <td>355.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>1.74</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>002075.XSHE_2010-04-27</th>\n",
       "      <td>1.966400</td>\n",
       "      <td>2010-04-27 00:00:00</td>\n",
       "      <td>002075.XSHE</td>\n",
       "      <td>5.67</td>\n",
       "      <td>5.95</td>\n",
       "      <td>6.25</td>\n",
       "      <td>5.65</td>\n",
       "      <td>5.95</td>\n",
       "      <td>10546995.0</td>\n",
       "      <td>775.0</td>\n",
       "      <td>...</td>\n",
       "      <td>12.49</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>10.81</td>\n",
       "      <td>12.29</td>\n",
       "      <td>64801756.0</td>\n",
       "      <td>778.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>4.27</td>\n",
       "      <td>5065680.0</td>\n",
       "      <td>09:35:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600094.XSHG_2008-04-29</th>\n",
       "      <td>2.070938</td>\n",
       "      <td>2008-04-29 00:00:00</td>\n",
       "      <td>600094.XSHG</td>\n",
       "      <td>3.96</td>\n",
       "      <td>3.96</td>\n",
       "      <td>3.96</td>\n",
       "      <td>3.66</td>\n",
       "      <td>3.78</td>\n",
       "      <td>6458420.0</td>\n",
       "      <td>263.0</td>\n",
       "      <td>...</td>\n",
       "      <td>9.05</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>7.59</td>\n",
       "      <td>9.05</td>\n",
       "      <td>45185184.0</td>\n",
       "      <td>266.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>4.39</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600139.XSHG_2007-01-12</th>\n",
       "      <td>1.251841</td>\n",
       "      <td>2007-01-12 00:00:00</td>\n",
       "      <td>600139.XSHG</td>\n",
       "      <td>6.16</td>\n",
       "      <td>6.16</td>\n",
       "      <td>6.16</td>\n",
       "      <td>6.16</td>\n",
       "      <td>6.16</td>\n",
       "      <td>175130.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.50</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>7.39</td>\n",
       "      <td>8.50</td>\n",
       "      <td>7523664.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>1.08</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600225.XSHG_2007-04-27</th>\n",
       "      <td>2.265306</td>\n",
       "      <td>2007-04-27 00:00:00</td>\n",
       "      <td>600225.XSHG</td>\n",
       "      <td>4.45</td>\n",
       "      <td>4.46</td>\n",
       "      <td>4.48</td>\n",
       "      <td>4.06</td>\n",
       "      <td>4.20</td>\n",
       "      <td>13258293.0</td>\n",
       "      <td>62.0</td>\n",
       "      <td>...</td>\n",
       "      <td>11.60</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>9.72</td>\n",
       "      <td>11.10</td>\n",
       "      <td>46635264.0</td>\n",
       "      <td>65.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>3.65</td>\n",
       "      <td>5265537.0</td>\n",
       "      <td>09:53:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600372.XSHG_2009-04-09</th>\n",
       "      <td>2.631265</td>\n",
       "      <td>2009-04-09 00:00:00</td>\n",
       "      <td>600372.XSHG</td>\n",
       "      <td>7.60</td>\n",
       "      <td>8.01</td>\n",
       "      <td>8.40</td>\n",
       "      <td>7.60</td>\n",
       "      <td>7.88</td>\n",
       "      <td>12233880.0</td>\n",
       "      <td>517.0</td>\n",
       "      <td>...</td>\n",
       "      <td>25.58</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>19.95</td>\n",
       "      <td>22.05</td>\n",
       "      <td>72660192.0</td>\n",
       "      <td>520.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>3.83</td>\n",
       "      <td>6836839.0</td>\n",
       "      <td>09:43:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600515.XSHG_2007-01-17</th>\n",
       "      <td>2.387640</td>\n",
       "      <td>2007-01-17 00:00:00</td>\n",
       "      <td>600515.XSHG</td>\n",
       "      <td>3.23</td>\n",
       "      <td>3.23</td>\n",
       "      <td>3.23</td>\n",
       "      <td>3.23</td>\n",
       "      <td>3.23</td>\n",
       "      <td>412697.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>16.00</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>8.00</td>\n",
       "      <td>8.50</td>\n",
       "      <td>66699671.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>2.57</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600703.XSHG_2007-04-27</th>\n",
       "      <td>2.333948</td>\n",
       "      <td>2007-04-27 00:00:00</td>\n",
       "      <td>600703.XSHG</td>\n",
       "      <td>4.91</td>\n",
       "      <td>4.91</td>\n",
       "      <td>4.91</td>\n",
       "      <td>4.48</td>\n",
       "      <td>4.50</td>\n",
       "      <td>6550707.0</td>\n",
       "      <td>73.0</td>\n",
       "      <td>...</td>\n",
       "      <td>15.08</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>12.65</td>\n",
       "      <td>12.65</td>\n",
       "      <td>38732750.0</td>\n",
       "      <td>76.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>0.39</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600745.XSHG_2007-04-26</th>\n",
       "      <td>1.314010</td>\n",
       "      <td>2007-04-26 00:00:00</td>\n",
       "      <td>600745.XSHG</td>\n",
       "      <td>3.75</td>\n",
       "      <td>3.75</td>\n",
       "      <td>3.75</td>\n",
       "      <td>3.75</td>\n",
       "      <td>3.75</td>\n",
       "      <td>144154.0</td>\n",
       "      <td>32.0</td>\n",
       "      <td>...</td>\n",
       "      <td>4.35</td>\n",
       "      <td>4.350000e+00</td>\n",
       "      <td>4.35</td>\n",
       "      <td>4.35</td>\n",
       "      <td>2675731.0</td>\n",
       "      <td>35.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600745.XSHG_2007-04-27</th>\n",
       "      <td>1.250575</td>\n",
       "      <td>2007-04-27 00:00:00</td>\n",
       "      <td>600745.XSHG</td>\n",
       "      <td>3.94</td>\n",
       "      <td>3.94</td>\n",
       "      <td>3.94</td>\n",
       "      <td>3.94</td>\n",
       "      <td>3.94</td>\n",
       "      <td>861345.0</td>\n",
       "      <td>33.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.97</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>5.40</td>\n",
       "      <td>5.44</td>\n",
       "      <td>20840230.0</td>\n",
       "      <td>36.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600753.XSHG_2007-05-17</th>\n",
       "      <td>1.290631</td>\n",
       "      <td>2007-05-17 00:00:00</td>\n",
       "      <td>600753.XSHG</td>\n",
       "      <td>10.04</td>\n",
       "      <td>10.04</td>\n",
       "      <td>10.04</td>\n",
       "      <td>9.95</td>\n",
       "      <td>10.04</td>\n",
       "      <td>4072852.0</td>\n",
       "      <td>81.0</td>\n",
       "      <td>...</td>\n",
       "      <td>10.98</td>\n",
       "      <td>1.098000e+01</td>\n",
       "      <td>10.98</td>\n",
       "      <td>10.98</td>\n",
       "      <td>251194.0</td>\n",
       "      <td>84.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600753.XSHG_2007-05-18</th>\n",
       "      <td>1.229508</td>\n",
       "      <td>2007-05-18 00:00:00</td>\n",
       "      <td>600753.XSHG</td>\n",
       "      <td>9.96</td>\n",
       "      <td>10.54</td>\n",
       "      <td>10.54</td>\n",
       "      <td>9.87</td>\n",
       "      <td>10.04</td>\n",
       "      <td>5665029.0</td>\n",
       "      <td>82.0</td>\n",
       "      <td>...</td>\n",
       "      <td>13.50</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>11.71</td>\n",
       "      <td>13.50</td>\n",
       "      <td>13069871.0</td>\n",
       "      <td>85.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600757.XSHG_2007-01-12</th>\n",
       "      <td>1.624277</td>\n",
       "      <td>2007-01-12 00:00:00</td>\n",
       "      <td>600757.XSHG</td>\n",
       "      <td>3.14</td>\n",
       "      <td>3.14</td>\n",
       "      <td>3.14</td>\n",
       "      <td>3.14</td>\n",
       "      <td>3.14</td>\n",
       "      <td>234496.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>10.87</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>5.62</td>\n",
       "      <td>5.62</td>\n",
       "      <td>114574644.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>2.13</td>\n",
       "      <td>0.0</td>\n",
       "      <td>09:30:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600800.XSHG_2008-12-19</th>\n",
       "      <td>1.326478</td>\n",
       "      <td>2008-12-19 00:00:00</td>\n",
       "      <td>600800.XSHG</td>\n",
       "      <td>3.52</td>\n",
       "      <td>3.52</td>\n",
       "      <td>3.52</td>\n",
       "      <td>3.52</td>\n",
       "      <td>3.52</td>\n",
       "      <td>101099.0</td>\n",
       "      <td>421.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.86</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>5.00</td>\n",
       "      <td>5.16</td>\n",
       "      <td>117166448.0</td>\n",
       "      <td>424.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>2.82</td>\n",
       "      <td>3645273.0</td>\n",
       "      <td>09:31:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600844.XSHG_2007-02-16</th>\n",
       "      <td>2.594937</td>\n",
       "      <td>2007-02-16 00:00:00</td>\n",
       "      <td>600844.XSHG</td>\n",
       "      <td>11.47</td>\n",
       "      <td>11.47</td>\n",
       "      <td>11.47</td>\n",
       "      <td>11.38</td>\n",
       "      <td>11.47</td>\n",
       "      <td>151725.0</td>\n",
       "      <td>29.0</td>\n",
       "      <td>...</td>\n",
       "      <td>32.80</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>18.82</td>\n",
       "      <td>32.80</td>\n",
       "      <td>13250365.0</td>\n",
       "      <td>32.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>4.64</td>\n",
       "      <td>2091248.0</td>\n",
       "      <td>11:08:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>600854.XSHG_2008-04-29</th>\n",
       "      <td>1.781874</td>\n",
       "      <td>2008-04-29 00:00:00</td>\n",
       "      <td>600854.XSHG</td>\n",
       "      <td>5.90</td>\n",
       "      <td>6.05</td>\n",
       "      <td>6.11</td>\n",
       "      <td>5.63</td>\n",
       "      <td>5.76</td>\n",
       "      <td>10460891.0</td>\n",
       "      <td>314.0</td>\n",
       "      <td>...</td>\n",
       "      <td>11.60</td>\n",
       "      <td>1.073742e+09</td>\n",
       "      <td>9.60</td>\n",
       "      <td>11.60</td>\n",
       "      <td>94119344.0</td>\n",
       "      <td>317.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>6.49</td>\n",
       "      <td>1068754.0</td>\n",
       "      <td>09:32:00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>26 rows × 35 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                          change                 date        stock  close0  \\\n",
       "000017.XSHE_2007-01-26  2.240688  2007-01-26 00:00:00  000017.XSHE    3.16   \n",
       "000301.XSHE_2007-05-23  1.303681  2007-05-23 00:00:00  000301.XSHE   10.77   \n",
       "000506.XSHE_2007-04-20  1.936937  2007-04-20 00:00:00  000506.XSHE    4.03   \n",
       "000540.XSHE_2007-02-12  2.247557  2007-02-12 00:00:00  000540.XSHE    5.57   \n",
       "000582.XSHE_2007-03-16  1.439114  2007-03-16 00:00:00  000582.XSHE   12.29   \n",
       "000728.XSHE_2007-03-26  3.742515  2007-03-26 00:00:00  000728.XSHE   12.11   \n",
       "000732.XSHE_2007-04-17  2.421053  2007-04-17 00:00:00  000732.XSHE    3.10   \n",
       "000783.XSHE_2007-02-07  3.722163  2007-02-07 00:00:00  000783.XSHE    8.55   \n",
       "000783.XSHE_2007-02-08  3.545455  2007-02-08 00:00:00  000783.XSHE    8.98   \n",
       "000965.XSHE_2007-05-17  1.313655  2007-05-17 00:00:00  000965.XSHE   17.67   \n",
       "000981.XSHE_2009-02-19  2.702703  2009-02-19 00:00:00  000981.XSHE    5.04   \n",
       "002075.XSHE_2010-04-27  1.966400  2010-04-27 00:00:00  002075.XSHE    5.67   \n",
       "600094.XSHG_2008-04-29  2.070938  2008-04-29 00:00:00  600094.XSHG    3.96   \n",
       "600139.XSHG_2007-01-12  1.251841  2007-01-12 00:00:00  600139.XSHG    6.16   \n",
       "600225.XSHG_2007-04-27  2.265306  2007-04-27 00:00:00  600225.XSHG    4.45   \n",
       "600372.XSHG_2009-04-09  2.631265  2009-04-09 00:00:00  600372.XSHG    7.60   \n",
       "600515.XSHG_2007-01-17  2.387640  2007-01-17 00:00:00  600515.XSHG    3.23   \n",
       "600703.XSHG_2007-04-27  2.333948  2007-04-27 00:00:00  600703.XSHG    4.91   \n",
       "600745.XSHG_2007-04-26  1.314010  2007-04-26 00:00:00  600745.XSHG    3.75   \n",
       "600745.XSHG_2007-04-27  1.250575  2007-04-27 00:00:00  600745.XSHG    3.94   \n",
       "600753.XSHG_2007-05-17  1.290631  2007-05-17 00:00:00  600753.XSHG   10.04   \n",
       "600753.XSHG_2007-05-18  1.229508  2007-05-18 00:00:00  600753.XSHG    9.96   \n",
       "600757.XSHG_2007-01-12  1.624277  2007-01-12 00:00:00  600757.XSHG    3.14   \n",
       "600800.XSHG_2008-12-19  1.326478  2008-12-19 00:00:00  600800.XSHG    3.52   \n",
       "600844.XSHG_2007-02-16  2.594937  2007-02-16 00:00:00  600844.XSHG   11.47   \n",
       "600854.XSHG_2008-04-29  1.781874  2008-04-29 00:00:00  600854.XSHG    5.90   \n",
       "\n",
       "                        high0  high_limit0   low0  open0     volume0   day0  \\\n",
       "000017.XSHE_2007-01-26   3.16         3.16   3.16   3.16    441999.0    2.0   \n",
       "000301.XSHE_2007-05-23  10.77        10.77   9.30   9.39  64881300.0   86.0   \n",
       "000506.XSHE_2007-04-20   4.03         4.03   3.84   4.03  19499177.0   68.0   \n",
       "000540.XSHE_2007-02-12   5.57         5.57   5.51   5.57   5490231.0   25.0   \n",
       "000582.XSHE_2007-03-16  12.29        12.29  11.80  12.29   1784701.0   42.0   \n",
       "000728.XSHE_2007-03-26  12.11        12.11  12.11  12.11     53491.0    3.0   \n",
       "000732.XSHE_2007-04-17   3.10         3.10   3.00   3.10  16760311.0   66.0   \n",
       "000783.XSHE_2007-02-07   8.55         8.55   8.55   8.55    217800.0    1.0   \n",
       "000783.XSHE_2007-02-08   8.98         8.98   8.98   8.98    139051.0    2.0   \n",
       "000965.XSHE_2007-05-17  17.67        17.67  17.67  17.67    190480.0   64.0   \n",
       "000981.XSHE_2009-02-19   5.28         5.57   5.04   5.25   3934189.0  352.0   \n",
       "002075.XSHE_2010-04-27   5.95         6.25   5.65   5.95  10546995.0  775.0   \n",
       "600094.XSHG_2008-04-29   3.96         3.96   3.66   3.78   6458420.0  263.0   \n",
       "600139.XSHG_2007-01-12   6.16         6.16   6.16   6.16    175130.0    0.0   \n",
       "600225.XSHG_2007-04-27   4.46         4.48   4.06   4.20  13258293.0   62.0   \n",
       "600372.XSHG_2009-04-09   8.01         8.40   7.60   7.88  12233880.0  517.0   \n",
       "600515.XSHG_2007-01-17   3.23         3.23   3.23   3.23    412697.0    0.0   \n",
       "600703.XSHG_2007-04-27   4.91         4.91   4.48   4.50   6550707.0   73.0   \n",
       "600745.XSHG_2007-04-26   3.75         3.75   3.75   3.75    144154.0   32.0   \n",
       "600745.XSHG_2007-04-27   3.94         3.94   3.94   3.94    861345.0   33.0   \n",
       "600753.XSHG_2007-05-17  10.04        10.04   9.95  10.04   4072852.0   81.0   \n",
       "600753.XSHG_2007-05-18  10.54        10.54   9.87  10.04   5665029.0   82.0   \n",
       "600757.XSHG_2007-01-12   3.14         3.14   3.14   3.14    234496.0    0.0   \n",
       "600800.XSHG_2008-12-19   3.52         3.52   3.52   3.52    101099.0  421.0   \n",
       "600844.XSHG_2007-02-16  11.47        11.47  11.38  11.47    151725.0   29.0   \n",
       "600854.XSHG_2008-04-29   6.05         6.11   5.63   5.76  10460891.0  314.0   \n",
       "\n",
       "                          ...     high3   high_limit3   low3  open3  \\\n",
       "000017.XSHE_2007-01-26    ...      9.20  1.073742e+09   7.30   7.82   \n",
       "000301.XSHE_2007-05-23    ...     21.99  1.073742e+09  16.50  17.00   \n",
       "000506.XSHE_2007-04-20    ...     10.87  1.073742e+09   8.31   8.60   \n",
       "000540.XSHE_2007-02-12    ...     13.90  1.073742e+09  11.01  13.80   \n",
       "000582.XSHE_2007-03-16    ...     19.51  1.073742e+09  15.28  19.50   \n",
       "000728.XSHE_2007-03-26    ...     50.00  1.073742e+09  45.01  50.00   \n",
       "000732.XSHE_2007-04-17    ...     12.42  1.073742e+09   8.28   8.28   \n",
       "000783.XSHE_2007-02-07    ...      9.90  9.900000e+00   9.90   9.90   \n",
       "000783.XSHE_2007-02-08    ...     42.44  1.073742e+09  35.10  35.10   \n",
       "000965.XSHE_2007-05-17    ...     26.00  1.073742e+09  19.45  25.59   \n",
       "000981.XSHE_2009-02-19    ...     15.30  1.073742e+09  12.95  15.00   \n",
       "002075.XSHE_2010-04-27    ...     12.49  1.073742e+09  10.81  12.29   \n",
       "600094.XSHG_2008-04-29    ...      9.05  1.073742e+09   7.59   9.05   \n",
       "600139.XSHG_2007-01-12    ...      8.50  1.073742e+09   7.39   8.50   \n",
       "600225.XSHG_2007-04-27    ...     11.60  1.073742e+09   9.72  11.10   \n",
       "600372.XSHG_2009-04-09    ...     25.58  1.073742e+09  19.95  22.05   \n",
       "600515.XSHG_2007-01-17    ...     16.00  1.073742e+09   8.00   8.50   \n",
       "600703.XSHG_2007-04-27    ...     15.08  1.073742e+09  12.65  12.65   \n",
       "600745.XSHG_2007-04-26    ...      4.35  4.350000e+00   4.35   4.35   \n",
       "600745.XSHG_2007-04-27    ...      6.97  1.073742e+09   5.40   5.44   \n",
       "600753.XSHG_2007-05-17    ...     10.98  1.098000e+01  10.98  10.98   \n",
       "600753.XSHG_2007-05-18    ...     13.50  1.073742e+09  11.71  13.50   \n",
       "600757.XSHG_2007-01-12    ...     10.87  1.073742e+09   5.62   5.62   \n",
       "600800.XSHG_2008-12-19    ...      5.86  1.073742e+09   5.00   5.16   \n",
       "600844.XSHG_2007-02-16    ...     32.80  1.073742e+09  18.82  32.80   \n",
       "600854.XSHG_2008-04-29    ...     11.60  1.073742e+09   9.60  11.60   \n",
       "\n",
       "                            volume3   day3  recent  minute_low  minute_volume  \\\n",
       "000017.XSHE_2007-01-26   57641636.0    5.0     5.0        2.09     11688044.0   \n",
       "000301.XSHE_2007-05-23  119938770.0   89.0     3.0       10.41     67518812.0   \n",
       "000506.XSHE_2007-04-20   98647264.0   71.0     6.0        2.60      9066957.0   \n",
       "000540.XSHE_2007-02-12   23886525.0   28.0     4.0        0.58     21221449.0   \n",
       "000582.XSHE_2007-03-16   20282535.0   45.0    10.0        9.64            0.0   \n",
       "000728.XSHE_2007-03-26   21586515.0    6.0     6.0         NaN            NaN   \n",
       "000732.XSHE_2007-04-17   67568960.0   69.0     5.0        3.36            0.0   \n",
       "000783.XSHE_2007-02-07     407446.0    4.0     4.0         NaN            NaN   \n",
       "000783.XSHE_2007-02-08   89135769.0    5.0     5.0         NaN            NaN   \n",
       "000965.XSHE_2007-05-17   13440724.0   67.0     4.0        8.55            0.0   \n",
       "000981.XSHE_2009-02-19   26976548.0  355.0     2.0        1.74            0.0   \n",
       "002075.XSHE_2010-04-27   64801756.0  778.0     2.0        4.27      5065680.0   \n",
       "600094.XSHG_2008-04-29   45185184.0  266.0     4.0        4.39            0.0   \n",
       "600139.XSHG_2007-01-12    7523664.0    3.0     3.0        1.08            0.0   \n",
       "600225.XSHG_2007-04-27   46635264.0   65.0     2.0        3.65      5265537.0   \n",
       "600372.XSHG_2009-04-09   72660192.0  520.0     2.0        3.83      6836839.0   \n",
       "600515.XSHG_2007-01-17   66699671.0    3.0     3.0        2.57            0.0   \n",
       "600703.XSHG_2007-04-27   38732750.0   76.0     3.0        0.39            0.0   \n",
       "600745.XSHG_2007-04-26    2675731.0   35.0    12.0         NaN            NaN   \n",
       "600745.XSHG_2007-04-27   20840230.0   36.0    13.0         NaN            NaN   \n",
       "600753.XSHG_2007-05-17     251194.0   84.0     1.0         NaN            NaN   \n",
       "600753.XSHG_2007-05-18   13069871.0   85.0     2.0         NaN            NaN   \n",
       "600757.XSHG_2007-01-12  114574644.0    3.0     3.0        2.13            0.0   \n",
       "600800.XSHG_2008-12-19  117166448.0  424.0     5.0        2.82      3645273.0   \n",
       "600844.XSHG_2007-02-16   13250365.0   32.0     6.0        4.64      2091248.0   \n",
       "600854.XSHG_2008-04-29   94119344.0  317.0     2.0        6.49      1068754.0   \n",
       "\n",
       "                          minute  \n",
       "000017.XSHE_2007-01-26  14:16:00  \n",
       "000301.XSHE_2007-05-23  13:11:00  \n",
       "000506.XSHE_2007-04-20  09:49:00  \n",
       "000540.XSHE_2007-02-12  10:01:00  \n",
       "000582.XSHE_2007-03-16  09:30:00  \n",
       "000728.XSHE_2007-03-26       NaN  \n",
       "000732.XSHE_2007-04-17  09:30:00  \n",
       "000783.XSHE_2007-02-07       NaN  \n",
       "000783.XSHE_2007-02-08       NaN  \n",
       "000965.XSHE_2007-05-17  09:30:00  \n",
       "000981.XSHE_2009-02-19  09:30:00  \n",
       "002075.XSHE_2010-04-27  09:35:00  \n",
       "600094.XSHG_2008-04-29  09:30:00  \n",
       "600139.XSHG_2007-01-12  09:30:00  \n",
       "600225.XSHG_2007-04-27  09:53:00  \n",
       "600372.XSHG_2009-04-09  09:43:00  \n",
       "600515.XSHG_2007-01-17  09:30:00  \n",
       "600703.XSHG_2007-04-27  09:30:00  \n",
       "600745.XSHG_2007-04-26       NaN  \n",
       "600745.XSHG_2007-04-27       NaN  \n",
       "600753.XSHG_2007-05-17       NaN  \n",
       "600753.XSHG_2007-05-18       NaN  \n",
       "600757.XSHG_2007-01-12  09:30:00  \n",
       "600800.XSHG_2008-12-19  09:31:00  \n",
       "600844.XSHG_2007-02-16  11:08:00  \n",
       "600854.XSHG_2008-04-29  09:32:00  \n",
       "\n",
       "[26 rows x 35 columns]"
      ]
     },
     "execution_count": 98,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "invalid_df = data_df[data_df[\"change\"] > 1.22]\n",
    "invalid_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python 2",
   "language": "python",
   "name": "python2"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 2
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython2",
   "version": "2.7.11"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 0
}
